Polygon.io is proud to offer extensive financial datasets, easily accessible thanks to S3. This guide provides detailed steps on setting up various S3 clients to efficiently retrieve the data you need.

### Pre-requisites:

A valid flat files subscription with Polygon.io, after which you will receive unique authentication keys. We have standardized the endpoint and bucket details for all users as follows:

Endpoint: `https://files.polygon.io`
Bucket: `flatfiles`

### Supported S3 Clients

Polygon.io rigorously tests and supports four widely recognized S3 clients to ensure compatibility and user convenience. These include:

1. **AWS S3 CLI**
2. **Rclone**
3. **MinIO**
4. **Python Boto3 SDK**

Below, you’ll find the setup process for each client.

### AWS S3 CLI

The AWS S3 Command Line Interface (CLI) is a powerful tool designed to interact with Amazon S3.

Here’s how to get started:

- Install the AWS S3 CLI from the [official website](https://aws.amazon.com/cli/).
- Run `aws configure` in your command line and enter your Access Key ID, Secret Access Key, and default region when prompted.
- To interact with Polygon.io's S3 files, use the following structured command:

```
aws s3 ls s3://flatfiles/ --endpoint-url https://files.polygon.io
```

### Rclone

Rclone facilitates data synchronization between your local system and S3 storage. Follow these steps to configure Rclone with Polygon.io:

- Download and install Rclone from [here](https://rclone.org/downloads/).
- Initiate a new remote storage configuration with `rclone config`.
- Here's an example configuration is provided below for reference:

```
[s3]
type = s3
env_auth = false
access_key_id = [ACCESS_KEY_ID]
secret_access_key = [SECRET_ACCESS_KEY]
endpoint = https://files.polygon.io
```
d. After configuration, you can interact with your storage using commands like `rclone ls s3:flatfiles`.

### MinIO

MinIO client works seamlessly with any S3 compatible cloud storage. Here’s how to configure it with Polygon.io:

- If you haven't already, download and set up MinIO from [their documentation](https://docs.min.io/docs/minio-client-quickstart-guide).
- Modify your `.mc/config.json` file with the configuration shown below:

```
   {
           "version": "10",
           "aliases": {
                   "s3": {
                           "url": "https://files.polygon.io",
                           "accessKey": "YourAccessKey",
                           "secretKey": "YourSecretKey",
                           "api": "S3v4",
                           "path": "auto"
                   }
           }
   }
```

- Your client is now ready for use with commands specific to MinIO.

### Python Boto3 SDK

Boto3 is the Amazon Web Services (AWS) SDK for Python, which enables Python developers to write software that makes use of Amazon services like S3. To set it up, follow these steps:

- Install Boto3 by running `pip install boto3` if you haven't already.
- Utilize the following script to interact with Polygon.io data:

```
   import boto3
   from botocore.client import Config

   # Initialize a session using your credentials
   session = boto3.Session(
       aws_access_key_id='YOUR_ACCESS_KEY',
       aws_secret_access_key='YOUR_SECRET_KEY',
   )

   # Create a client with your session and specify the endpoint
   s3 = session.client(
       's3',
       endpoint_url='https://files.polygon.io',
       config=Config(signature_version='s3v4'),
   )

   # List buckets, objects, or perform any other operations
   for key in s3.list_objects(Bucket='flatfiles')['Contents']:
       print(key['Key'])
```

c. This script initiates a session with your credentials, establishes a client connection, and lists all files available in the specified bucket.

### Next Steps

By following the steps outlined for each client, you can efficiently set up your systems to access extensive financial datasets from Polygon.io via S3. or further assistance or more advanced setup options, please refer to the respective client’s official documentation.

How to Get Started with S3 on Polygon.io

Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
 
 
While our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint") does not have a parameter to exclusively return normal trading hours data, you can pass nanosecond UTC timestamps into the ‘from’ and ‘to’ parameters to indicate that you would only like the data returned to be within the 9:30 AM - 4 PM timeframe or during pre-market or after-hours. Pre-market is 4 AM EST - 9:30 AM EST and after-hours is 4 PM EST - 8 PM EST. It is important to note most extended hour trades tend to have “Sale Conditions' attached that prevent them from updating aggregates. This causes there to be fewer aggregates during extended hours as opposed to normal trading hours. You can learn more about trade conditions and how they affect aggregates in our blog post - [Understanding Trade Eligibility](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility")

Does Polygon offer pre-market and after-hours data? 

You can use the [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions) to answer this question. For example, if you want to know how condition '2' on a stock trade affects the OHLCV, you can make the following request: 
​ 
```
// GET /v3/reference/conditions?asset_class=stocks&data_type=trade&id=2
​
{
 "results": [
 {
 "id": 2,
 "type": "sale_condition",
 "name": "Average Price Trade",
 "asset_class": "stocks",
 "sip_mapping": {
 "CTA": "B",
 "UTP": "W",
 "FINRA_TDDS": "W"
 },
 "update_rules": {
 "consolidated": {
 "updates_high_low": false,
 "updates_open_close": false,
 "updates_volume": true
 },
 "market_center": {
 "updates_high_low": false,
 "updates_open_close": false,
 "updates_volume": true
 }
 },
 "data_types": [
 "trade"
 ]
 }
 ],
 "status": "OK",
 "request_id": "ff53e56b645039df61bd933737b2ce92",
 "count": 1
}
​
```
​ 
The Conditions endpoint allows for filtering based on 'asset_class', 'data_type', and 'id'. In this case, our 'asset_class' is stocks, our 'data_type' is 'trade', and the condition ID is '2', so our path all together is '/v3/reference/conditions?asset_class=stocks&data_type=trade&id=2'. The same concept applies to Options data as well 
​ 
The rules for updating the OHLCV are inside the 'update_rules' field. You'll notice that there are two items inside of 'update_rules': the 'consolidated' rules and the 'market_center' rules. The Securities Information Processors publish two sets of guidelines for aggregating based on these sale conditions: the consolidated processing guidelines and the "Market Center" processing guidelines. (See the [CTA Output Specification](https://www.ctaplan.com/publicdocs/ctaplan/CTS_Pillar_Output_Specification.pdf), pg. 64, or the [UTP Output Specification](https://utpplan.com/DOC/UtpBinaryOutputSpec.pdf), pg. 43, for the sale conditions matrices and their guidelines for aggregation. Also see [OPRA Output Specifications](https://assets.website-files.com/5ba40927ac854d8c97bc92d7/628bc18445cf7ec41d21ddfa_OPRA%20Pillar%20Output%20Specification.pdf), pg. 24, for the option's sale conditions and guidelines). The Market Center guidelines are meant for aggregating on a per-exchange basis. On the other hand, Polygon.io currently only offers aggregates for the "consolidated" feed (meaning trades from all exchanges), so only the consolidated rules apply. 
​ 
In this particular case, the 'consolidated' rules show that sale condition 2 (or "Average Price Trade") only updates the volume, but not high and low: 'updates_high_low' is false and 'updates_open_close' is false, but 'updates_volume' is true. 
​ 
Note that OPRA and the Securities Information Processors publish end-of-day daily aggregate data, so their guidelines apply primarily to daily bars. Because we publish minute aggregates, for such data there are slight differences: in particular, trades in extended-hours markets can update OHLC for minute bars (otherwise there would be no minute aggregates during extended trading hours!).

How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars? ​

Reference data refers to market data and other related information for a financial instrument reported by a trading venue. This includes details such as company information, ticker identifications, exchanges, and corporate actions. 
 We provide access to our full suite of reference data with every package, including our free tiers. This includes data like ticker news, ticker details, financial reports, corporate actions such as splits and dividends, and more. You can sign up for a free account and test out our various [reference endpoints](https://polygon.io/docs/stocks/get_v3_reference_tickers "reference endpoints")!

What is Polygon’s reference data? 

We obtain data directly from Security Information Processors (SIPs) in the form of raw binary feeds, rather than through retransmission or intermediaries. This reduces latency and ensures the accuracy and integrity of each transaction across the market. To learn more about SIPs, visit our blog post "[Understanding the SIPs](https://polygon.io/blog/understanding-the-sips/ "Understanding the SIPs")".

Where does Polygon's Stock data come from?

Yes, we do provide dark pool data. While we don't have an endpoint that specifically returns only dark pool trades, you can identify them using our [Trades endpoint](https://polygon.io/docs/stocks/get_v3_trades__stockticker "Trades endpoint") and our [Trades WebSocket feed](https://polygon.io/docs/stocks/ws_stocks_t "Trades WebSocket feed"). Dark pool trades can be identified by their exchange ID of 4 (exchange:4) and the presence of an "trf_id" field. For example:
 
 
```
{
 "conditions":[12,37],
 "exchange":4,
 "id":"1",
 "participant_timestamp":1642594169516358704,
 "price":170.28,
 "sequence_number":58452,
 "sip_timestamp":1642597200042949698,
 "size":62,
 "tape":3,
 "trf_id":201,
 "trf_timestamp":1642597200042608441
}
```

Does Polygon offer dark pool data?

##Stock Trade Conditions  

| Term | Condition | Definition |
| --- | --- | --- |
| 0 | Regular Sale | A trade made without stated conditions is deemed regular way for settlement on the third business day following the transaction date. |
| 1 | Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition. |
| 2 | Average Price Trade | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. |
| 3 | Automatic Execution | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement. |
| 4 | Bunched Trade | The combining of multiple odd-lot or round-lot orders for the same security so that they can all be executed at the same time. All affected clients must agree to the bunching before the order is submitted. Bunched trades may also be referred to as block trades. |
| 5 | Bunched Sold Trade | A bunched trade that is reported late. |
| 7 | Cash Sale | A transaction which requires delivery of securities and payment on the same day the trade takes place. |
| 8 | Closing Prints | The Participant Closing Price represents the last qualifying trade paid for a security by a Participant during the trading day. |
| 9 | Cross Trade | Indicates that the trade resulted from a Market Center’s crossing session. |
| 10 | Derivatively Priced | The transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly, on the quoted price of the security at the time of execution, and for which the material terms were not reasonably determinable at the time the commitment to execute the order was made (REG NMS 611b7). |
| 11 | Distribution | Distribution stock refers to a large blocks of a security that are carefully sold into the market gradually in smaller blocks so as to inundate the market with sell orders for the security and driving down its price. |
| 12 | Form T | Identifies a trade that was executed outside of regular primary market hours and is reported as an extended hours trade. |
| 13 | Extended Trading Hours (Sold Out of Sequence) | Identifies a trade that takes place outside of regular market hours and is reported as an extended hours trade out of sequence and at a time different from the actual transaction time. |
| 14 | Intermarket Sweep | The transaction that constituted the trade-through was the execution of an order identified as an Intermarket Sweep Order. |
| 15 | Market Center Official Close | Indicates the ‘Official’ closing value as determined by a Market Center. This transaction report will contain the market center generated closing price. |
| 16 | Market Center Official Open3 | Indicates the ‘Official’ opening value as determined by a Market Center. This transaction report will contain the market center generated opening price. |
| 17 | Market Center Opening Trade | The trade that constituted the trade-through was a single priced opening transaction by the Market Center (REG NMS Rule 611b3). |
| 18 | Market Center Reopening Trade | The trade that constituted the trade-through was a single priced reopening transaction by the Market Center (REG NMS Rule 611b3). |
| 19 | Market Center Closing Trade3 | The transaction that constituted the trade-through was a single priced closing transaction by the Market Center (REG NMS Rule 611b3). |
| 20 | Next Day | A transaction that requires the delivery of securities on the first business day following the trade date. |
| 21 | Price Variation Trade | Indicates a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction. |
| 22 | Prior Reference Price | A sale condition that identifies a trade based on a price at a prior point in time, i.e., more than 90 seconds prior to the time of the trade report. The execution time of the trade will be the time of the prior reference price. |
| 23 | Rule 155 Trade (AMEX) | A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period, ranging from not less than two calendar days, to not more than sixty calendar days. A security offered “Seller’s Option” may command a lesser price than if offered “Regular Way”. |
| 24 | Rule 127 NYSE | "To qualify as a NYSE Rule 127 the trade is executed outside the present quote and meets one or both of the following conditions: 1. has a volume of 10,000 shares or more and/or 2. has a dollar value of $200,000 or more." |
| 25 | Opening Prints | The trading day's first drawings of a symbol's candlestick charts. |
| 27 | Stopped Stock (Regular Trade) | A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period, ranging from not less than two calendar days, to not more than sixty calendar days. A security offered “Seller’s Option” may command a lesser price than if offered “Regular Way”. |
| 28 | Re-Opening Prints | The transaction or group of transactions reported as a result of a single- priced re-opening event by the Market Center. |
| 29 | Seller | A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period, ranging from not less than two calendar days, to not more than sixty calendar days. A security offered “Seller’s Option” may command a lesser price than if offered “Regular Way”. |
| 30 | Sold Last | Sold Last sale condition modifier is used when a trade prints in sequence but is reported late OR the trade is printed by Amex in conformance to the One or Two Point Rule. A Sold Last transaction should only impact the consolidated last sale price for an issue if the market center reporting the sold last transaction also reported the transaction setting the current last sale price. |
| 33 | Sold (out of Sequence) | Sold Out of Sequence is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time. |
| 34 | Split Trade | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution. |
| 35 | Stock Option Trade | This is typically the stock portion of a delta neutral option trade executed by an option market maker. |
| 36 | Yellow Flag Regular Trade | Market Centers will have the ability to identify regular trades being reported during specific events as out of the ordinary by appending a new sale condition code Yellow Flag (“Y”) on each transaction reported to the UTP SIP. The new sale condition “.Y” will be eligible to update all market center and consolidated statistics. In certain instances, the UTP SIP will be required to append the .Y for the market center for trades reported as regular-way (Sale Condition @) |
| 37 | Odd Lot Trade | The Odd Lot Trade modifier will distinguish a trade resulting from a market center's execution in increments less than the defined round lot size. |
| 38 | Corrected Consolidated Close (per listing market) | A transaction executed by the Listing Market to establish the official Consolidated Last Price as indicated by the Listing Exchange. |
| 40 | Held | Trades received from a non-primary Participant during a primary market regulatory halt. These trades are held by the CTS Processor and are disseminated after the close of the primary market with an appropriate Held Trade Indicator code applicable to the trade. |
| 41 | Trade Thru Exempt | The Trade Through rule is a 20 year-old rule applied to NYSE-listed stocks that states that when a market receives an order, it cannot execute it at a price inferior to any found on another market. In modern electronic markets where trades are executed in milliseconds, this rule can prevent a broker’s ability to meet their “best execution” obligation--because speed provides certainty that the price that is advertised can be accessed. |
| 46 | Contingent Trade | Denotes a correction to the last indication or new indication. It will contain the corrected approximation of what that security's opening or reopening price range (Bid and Offer prices, no sizes) will be when trading resumes after a delayed opening or after a trading halt. |
| 52 | Contingent Trade | A Sale Condition code used to identify a transaction where the execution of the transaction is contingent upon some event. |
| 53 | Qualified Contingent Trade ("QCT") | A transaction consisting of two or more component orders executed as agent or principal where the execution of one component is contingent upon the execution of all other components at or near the same time and the price is determined by the relationship between the component orders and not the current market price for the security. |
| 59 | Placeholder for 611 exempt | Rule 611, which is the Trade Through Exemption of SEC Regulation NMS, is very lengthy to cover in detail. Parties interested in reading the rule in its entirely should type "SEC Rule 611" into an internet search engine. This is the portion of the document that is pertinent to IB traders, in a nutshell: Typically the trades involved are a multi-component trade involving orders for a security and a related derivative, or, in the alternative, orders for related securities, that are executed at or near the same time. The SIA (Securities Industry Association) notes that the economics of a contingent trade are based on the relationship between the prices of the security and the related derivative or security, and that the execution of one order is contingent upon the execution of the other order. |
| 60 | SSR in Effect | Any stock that has dropped more than 10% intraday has SSR in effect for that day and the following. |


Stock Trade Conditions

There is no limitation on our side to the number of tickers you can subscribe to at once as long as you can consume the data fast enough. You can subscribe to all tickers and all events simultaneously in one WebSocket feed. 
 You can subscribe to all tickers using the "\*" character. For example, to subscribe to trades for the entire US equities universe, you can use {"action":"subscribe", "params":"T.\*"} 
 You can also use a comma separated list of events + tickers to subscribe to a custom list of tickers/events, such as {"action":"subscribe", "params":"T.AAPL, Q.MSFT, AM.F, A.SPY"} 
 The maximum character limit you can insert in the subscribe message is 1MB worth of characters.

How many tickers can you subscribe to on a single Polygon WebSocket connection? 

There is no limit to the number of tickers you can query in a single Snapshot request. 

What is the max number of tickers I can pass through Polygon's Snapshot?

Survivorship bias refers to the tendency to focus on the performance of existing stocks or funds without considering those that have failed. To avoid this bias, our market data includes companies that have been delisted from the exchanges and is stored as it occurred on that date. 
 
Additionally we have a Ticker Events Endpoint that displays a ticker symbol's history. It currently only tracks ticker changes, but we plan on adding additional corporate actions like mergers, acquisitions, spin-offs, etc...

What does Polygon do with delisted tickers? 

All trades that occur will be included in our data feed, even if they are later canceled. Canceled trades are indicated by the Trade Correction field 'e'. The aggregates are updated at the end of each day and will reflect any changes made to the open, high, low, close, or volume data if a trade was canceled.


How does Polygon’s feeds handle canceled trades? 

We source our data directly from the [SIPs](https://polygon.io/blog/understanding-the-sips/ "SIPs") (Securities Information Processors), which includes every single trade and NBBO quote that occurs on any of the 19 US exchanges. Some other providers may source data from only a few exchanges, which may result in differences in prices. There may also be differences in our aggregates prices as there are no industry standard rules for creating aggregates. We use CTA (Consolidated Tape Association) and UTPs (Unlisted Trading Privilege) aggregation rules as they are widely used in the industry. You can read more about this process in our blog post - "[Understanding Trade Eligibility](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility")".

Why is Polygon’s market data different from other providers? 

Outstanding shares refer to the stock currently held by investors, including shares held by the public and restricted shares owned by company officers and insiders. The number of outstanding shares can change due to the issuance of new shares, repurchase of existing shares, or conversion of employee options into shares. 
 Companies may also issue shares in multiple classes, which may not be of equivalent value. For example, Berkshire Hathaway has two publicly traded share classes: BRK.A and BRK.B. 
 The weighted average shares outstanding is a calculation that accounts for any changes in the number of outstanding shares over a specific reporting period.

What is the difference between weighted shares outstanding and share class shares outstanding?

Securities Information Processors (SIPs) are regulatory bodies that process and consolidate bid/ask quotes and trades from all trading exchanges into a single data feed. In the United States, there are currently two SIPs: the Consolidated Tape Association (CTA) which oversees the SIP for NYSE listed securities, and the Unlisted Trading Privileges (UTP) which does the same for Nasdaq listed securities. Each SIP is operated by a committee of exchanges known as "participants". 
 
You can read more about the SIPs in our blog post - [Understanding the SIPs](https://polygon.io/blog/understanding-the-sips/ "Understanding the SIPs")

What are the Securities Information Processors (SIPs)? 

Each account comes with access to one simultaneous WebSocket connection per cluster. For example, if you have our Stocks Developer package and our Currencies package, you will have access to one stocks WebSocket connection, one crypto WebSocket connection, and one forex WebSocket connection. You can connect to as many tickers or events as you want in a single WebSocket feed. For example, you could stream AAPL trades, GM quotes, and F aggregates per minute in a single connection. 
 If you need additional stock WebSocket connections, they can be purchased for $75/month/connection.

How many Polygon WebSocket connections can I use at one time? 

Our WebSockets are only available through our paid subscriptions. If you receive a "not authorized" message, you'll need to upgrade your account to access the WebSockets. 
 You can upgrade your account in your [dashboard](https://polygon.io/dashboard/products "dashboard"). Each product has access to its own WebSocket clusters, for example, the stocks package only comes with access to the stocks cluster. To stream forex, crypto, or options data, you would need to purchase one of those packages. If you need help, please reach out to [sales@polygon.io](mailto:sales@polygon.io "sales@polygon.io")

Why am I “not authorized” when attempting to connect to Polygon’s WebSockets?

We have three different subscriptions for four types of data: US stocks, currencies (Forex + Crypto), and US options. Each subscription type has different tiers, ranging from free end-of-day data to real-time data. You can view the details of our various subscription packages on our [products page](https://polygon.io/products "products page"). 
 
You can upgrade or modify your account at any time in your [dashboard](https://polygon.io/dashboard "dashboard").

What are the different Polygon subscriptions I can use? 

We offer historical tick-level data for stocks dating back to 2004. This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 minute.


How much historical data does Polygon have? 

We use the Standard Industrial Classification (SIC) code to provide sector information. SIC is a system that assigns a four-digit code to classify industries, established in the United States in 1937 and widely used by government agencies for industry classification.

What does Polygon use for Sector? 

We include four different types of dividends in our data: regular dividends that are paid and/or expected to be paid on a consistent schedule (CD), special cash dividends that are infrequent or unusual and may not be expected to occur in the future (SC), long-term capital gain distributions (LT), and short-term capital gain distributions (ST). 
 You can query for any dividends using our [Dividends v3 endpoint](https://polygon.io/docs/stocks/get_v3_reference_dividends "Dividends v3 endpoint").

What are the different types of dividends that Polygon supports? 

When investors think of stocks, they typically think of publicly listed shares of a company traded on a stock exchange. However, there are many different types of stocks such as common stocks, which represent partial ownership in a company, as well as preferred stocks, warrants, units, rights, exchange-traded funds, exchange-traded notes, etc. We support all these types of stocks and you can see a full list of supported ticker types through our [Ticker Types endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers_types "Ticker Types endpoint"). 


What are the different types of tickers that Polygon supports? 

Yes, we have a [Market Status endpoint](https://polygon.io/docs/stocks/get_v1_marketstatus_now "Market Status endpoint") that returns the current trading status of the exchanges and overall financial markets, including pre-market, normal trading hours, and after-hours. 
 
We also have a [Market Holiday endpoint](https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming "Market Holiday endpoint") that returns upcoming market holidays and their specific hours and dates of impact. 
 
We are also planning to add a historical market holiday endpoint in the near future.

Does Polygon have a market holiday or status page? 

Yes, trades can occur during pre-market and after-hours as well as normal trading hours. You can expect trades to come through from 4 AM EST to 8 PM EST. We include extended hours data in our [Trades endpoint](https://polygon.io/docs/stocks/get_vx_trades__stockticker "Trades endpoint"), [Quotes endpoint](https://polygon.io/docs/stocks/get_vx_quotes__stockticker "Quotes endpoint"), and [Aggregates endpoints](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoints"). 
 You can specifically query this data using milliseconds or nanoseconds timestamps. This allows you to have access to real-time market data even outside of regular trading hours and make informed trading decisions.

Does Polygon support market data outside of normal trading hours?  

No, we currently do not provide level 2 market depth information for stocks. We only support this data for crypto through our [Crypto Snapshot L2 endpoint](https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book "Crypto Snapshot L2 endpoint") and our [L2 real-time WebSocket feed](https://polygon.io/docs/crypto/ws_crypto_xl2 "L2 real-time WebSocket feed"). The Crypto Snapshot returns the current level 2 book of a single ticker, which is the combined book from all of the exchanges. The L2 WebSocket feed returns real-time level 2 book data for a given crypto pair.

We plan on supporting level 2 market depth information for stocks in the near future. This will allow our customers to access more detailed market data and make more informed trading decisions.


Does Polygon offer Level 2 data?

Moving Average Convergence/Divergence (MACD) is a momentum indicator that is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA. Traders use MACD to determine whether market trends are accelerating by evaluating whether the value is above or below the signal line. The signal line is the difference between the two EMAs. MACD is often shown with a histogram that graphs the distance between the MACD and its signal line. The histogram value indicates how far the MACD is away from the signal line, and the direction in which momentum is moving.

What is a Moving Average Convergence/Divergence (MACD)?

Relative Strength Index (RSI) is a technical indicator that is represented as a number between 0 and 100. It analyzes whether a security's price movement is a result of it being overbought or oversold. RSI can also be used to identify assets that are primed for a trend reversal or correction in price. A security is generally considered oversold when the RSI is below 30, and overbought when the RSI is above 70.


What is a Relative Strength Index (RSI)?

Exponential Moving Average (EMA) is a technical indicator that is similar to the Simple Moving Average (SMA) but places greater weight on more recent data as it is considered more relevant or important. The weighting given to the most recent price is greater for a shorter-period EMA than for a longer-period EMA. Since the EMA calculation gives more weight to the most recent data, it "hugs" the price action more closely and reacts more quickly than the SMA.


What is an Exponential Moving Average (EMA)?

Simple Moving Average (SMA) is a technical indicator that calculates the average price of a security over a specified period of time. It is useful for determining if an asset will continue or reverse its current trend. The SMA is customizable as you can adjust it for different number of time periods. For example, a 10-day SMA would be calculated by summing prices over the last ten daily-aggregates (including the current day) and dividing that value by 10. This window corresponds to the timespan of the underlying aggregates. So if a user requests SMA data and specifies a timespan of "minute", and a window of 20, each value will be calculated using prices from the previous 20 minute aggregates, including the current one.

What is a Simple Moving Average (SMA)?

We return a UNIX UTC/GMT nanosecond timestamp for each trade and quote. Through the [Trades endpoint](https://polygon.io/docs/stocks/get_vx_trades__stockticker "Trades endpoint") and the [Quotes endpoint](https://polygon.io/docs/stocks/get_vx_quotes__stockticker "Quotes endpoint"), we provide the SIP timestamp, the participant timestamp, as well as the TRF (Trade Reporting Facility) timestamp. The SIP timestamp is the timestamp of when the SIP received this trade from the exchange which produced it. The participant timestamp is the timestamp of when the trade was actually generated at the exchange. The TRF (Trade Reporting Facility) timestamp is the timestamp of when the trade reporting facility received this trade. 

Our WebSocket [Trades](https://polygon.io/docs/stocks/ws_stocks_t "Trades") and [Quotes](https://polygon.io/docs/stocks/ws_stocks_q "Quotes") feeds return the SIP timestamp. 

To convert the timestamps, you can use this website [EpochConverter](https://www.epochconverter.com/ "EpochConverter").


Which timestamps are returned for Polygon’s stock trades and NBBO quotes? 

Our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint")  has a limit parameter that limits the number of base aggregates queried to create the aggregate results. The base aggregate would be the timespan used in the query. When querying minute or hourly aggregate bars, the limit parameter has a base of minutes. The maximum number of results returned is 50,000 results. This means that when querying minute bars with the maximum limit, you are querying 50,000 minutes' worth of bars. This is approximately 1.5 months' worth of minute bars. If you are querying a larger time frame, you may see gaps in the aggregate response. To avoid this, we recommend limiting any minute or hourly aggregate bar requests to 1-month time frames per query. You can read more about this process in our blog post - [Aggregate Updates](https://polygon.io/blog/aggs-api-updates/ "Aggregate Updates")


What is the function of the limit parameter in Polygon's Aggregate Endpoint?

No, we currently only support US markets, but we plan on branching out into international markets in the future. View our [roadmap](https://polygon.io/product-roadmap "roadmap") for new features we're working on now.

Does Polygon Offer International Data?

Yes, Polygon offers RESTful endpoints for four of the most common technical indicators. We support [Simple Moving Average (SMA)](https://polygon.io/docs/crypto/get_v1_indicators_sma__cryptoticker "Simple Moving Average"), [Exponential Moving Average (EMA)](https://polygon.io/docs/crypto/get_v1_indicators_ema__cryptoticker "Exponential Moving Average"), [Moving Average Convergence/Divergence (MACD)](https://polygon.io/docs/crypto/get_v1_indicators_macd__cryptoticker "Moving Average Convergence/Divergence"), and [Relative Strength Index (RSI)](https://polygon.io/docs/crypto/get_v1_indicators_rsi__cryptoticker "Relative Strength Index"). 

Does Polygon offer any technical indicators?

The conditions that are taken into consideration when creating aggregate bars are quite complex. Users trying to recreate the aggregate Open, High, Low, Close and Volume values from our tick data API often get confused about why their values do not match ours or other popular data sets like Yahoo Finance, Bloomberg, etc.. This can also cause confusion for users seeing trades come in through the real-time WebSocket connection that appear to be higher or lower than the High and Low values made available through our Aggregates or Snapshot endpoints. 
 
There are specific ‘rules’ that revolve around the ‘Sale Conditions’ defined in the UTP and CTA plan specifications that must be followed to calculate these aggregate values correctly. You can learn more about our aggregation process in our blog post - [Understanding Trade Eligibility](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility"). You can also use our [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions "Conditions endpoint") to see a detailed list of which ‘Sale Conditions’ affect the ability for a trade to update the aggregate values. 
 
 
It is up to each vendor to calculate this data, so it is common for there to be slight differences between vendors. There is no source of truth for OHLC data. We chose to use the guidelines in place by CTA and UTP because we believe that to be true.

How does Polygon create aggregate bars? 

Yes, we do have such an endpoint! We have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market. The [Snapshot endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker "Snapshot endpoint") specifically returns the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded stock ticker. The [Snapshot - All Tickers endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers "Snapshot - All Tickers endpoint") returns the same information, but for the entire stock market. You can also insert a comma-separated list of tickers to query a smaller group. 
 
We also provide a [Snapshot - Gainers and Losers endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction "Snapshot - Gainers and Losers endpoint") that returns the current top 20 gainers or losers of the day in stocks/equities markets. 
 
Top gainers are those tickers whose price has increased by the highest percentage since the previous day's close. Top losers are those tickers whose price has decreased by the highest percentage since the previous day's close.

Does Polygon have an endpoint that returns the latest trades, quotes and aggregates in one request?

Market cap—or market capitalization—refers to the total value of all a company's shares of stock. Market cap equals the current share price multiplied by the number of weighted shares outstanding. 
 
Weighted shares outstanding (or "implied shares outstanding" as Yahoo Finance calls it) is a calculation that takes into consideration any changes in the number of outstanding shares over a specific reporting period. 
 
Weighted shares outstanding is actually a stand-in for a relatively complex value. To calculate weighted shares outstanding, you need: 
 
1) share class shares outstanding for each share class 
2) par value per share for each share class 

 
Then, given share classes A - Z, apply the following formula to calculate weighted shares outstanding for share class A: 
 
<img src="//images.ctfassets.net/mhj25kzyyzka/5wjq5GHbrHbpIIwezcEYjN/dbaf1daa41edaea1c13ba811eb758ccb/Market_Cap_Formula.png" height="61" width="888" alt="Market Cap Formula" title="Formula for calculating market cap using weighted average shares outstanding" />
 
 
This equation sums up the outstanding shares of each share class weighted by their par value, then divides out the par value of the share class we're interested in to get a count of shares outstanding in that unit. 
 
You can query a company's Market Cap using our [Ticker Details v3 endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker "Ticker Details v3 endpoint").

What is Market Cap and how does Polygon calculate that value? 

Yes, we provide 10K and 10Q financial reports for all US-based companies through our [Stock Financials endpoint](https://polygon.io/docs/stocks/get_vx_reference_financials "Stock Financials endpoint"). We source this data directly from the SEC Edgar database. We’ve standardized annual and quarterly company filings into fundamental accounting concepts that are easy to use and compare across companies and industries. We include the filing date as well as the actual report in the “source_filing_url” link included in the response.

Does Polygon provide the filing date for any financial reports? 

Yes, we support historical market data that is both adjusted and unadjusted for splits. You can toggle split adjustments using<code inline className="ts">&adjusted=true/false</code>in any of our aggregate requests. 
 
 
We have plans to add dividend-adjusted data in the future.

Is Polygon’s stock data adjusted for splits or dividends? 

A traditional stock split is when a company increases the number of its shares and lowers its stock price. A company that issues a normal split may do so to increase liquidity or to make a stock more appealing for investors who want a lower stock price. 
 
A reverse stock split is the opposite of a forward stock split. A company carrying out a reverse stock split decreases the number of its outstanding shares and increases the share price proportionately. A company that issues a reverse split may do so because its share price has gotten too low, or to make its stock more appealing to investors. 
 
Polygon.io provides data for all splits through our [Stock Splits v3 endpoint](https://polygon.io/docs/stocks/get_v3_reference_splits "Stock Splits v3 endpoint").

Does Polygon support normal and reverse splits? 

Yes, we provide per second aggregates in real-time through our [Stocks WebSocket feed](https://polygon.io/docs/stocks/ws_stocks_a "Stocks WebSocket feed"). If you wanted to create historical per second aggregates, you would need to use the raw trades from our [Trades endpoint](https://polygon.io/docs/stocks/get_vx_trades__stockticker "Trades endpoint") to create your own per second aggregates. You can use our [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions "Conditions endpoint") to see which ‘Sale Conditions’ are used to update aggregate values.

Does Polygon have per second aggregates available?

We use the same ticker symbol layout as the SIPs. For any ticker symbol that has a “-” dash, we replace that with a “.” dot. For example, BRK-A is represented as BRK.A in our database. We also use lower case “p” in preferred shares ticker symbols. For example, APTVPA would be listed as APTVpA. You can always use the “search” function in our [Tickers endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers "Tickers endpoint") to query the company name if you are unsure of the ticker symbol. 

Why are ticker symbols with dashes ‘-’ not showing in Polygon’s system? Example - BRK-A 

We source our news from a variety of RSS feeds from some of the main news sources in finance. We scrape these feeds every 10-20 minutes to ensure up-to-date and accurate news. Here is a list of some of the sources we get news from:
 
 
SeekingAlpha 
Zacks 
Investing.com 
Motley Fool 
Invezz 
MarketWatch 
Quartz 
Benzinga 
PennyStocks 
GlobeNewsWire 
Yahoo Finance 
 
If you are interested in news from a different source or adding your own news RSS feed to our data, feel free to reach out to [support@polygon.io](mailto:support@polygon.io "support@polygon.io")!

Where does Polygon source ticker news from? 

You can use our [Grouped Daily endpoint](https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date "Grouped Daily endpoint") to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets. You can also use our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint") or our [Daily Open-Close endpoint](https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date "Daily Open-Close endpoint") to query a single ticker’s daily open, high, low, and close (OHLC) values. 


How can I get the daily prices for all stocks using Polygon’s market data? 

Our aggregates “snap” the time spans to the beginning of each timespan resolution. Snapping a time parameter means changing that time parameter to include a wider range to ensure all the aggregate bars are full. We snap the ‘from’ parameter to the beginning of the resolution, and we snap the ‘to’ parameter to the end resolution. For example, minute bars begin at the top of the minute (9:30:00), hour bars begin at the top of the hour (9:00:00), daily bars begin at the beginning of the day (12:00:00 AM EST), weekly bars begin Sunday at 12:00:00 AM EST, monthly bars begin on the first day of the month and quarterly bars begin on the first day of the quarter. 
 
If you are trying to query the Open, High, Low, Close values from just the premarket times, you would need to use a ‘minute’ timespan and adjust the multiplier to 330 or 5.5 hours (4 AM - 9:30 AM). This would return one bar for the entire premarket. 
 
You can read more about this process in our blog post - [Aggregate Updates](https://polygon.io/blog/aggs-api-updates/ "Aggregate Updates")

How does Polygon treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?

We support the entire US equities market as well as the entire US options market. Any stock or option contract traded on any of the 19 US exchanges + dark pools are supported through our platform. You can see a full list by using our [Tickers v3 endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers "Tickers v3 endpoint") to query all of the supported tickers for each asset class.
 
 
We source our forex data from a variety of institutional-level banks. You can see a full list of [supported forex pairings](https://docs.google.com/document/d/1_1SkOZN8_AMq34VRCXvkqCbxXLqb81jYndIDsBIWK3U/edit "supported forex pairings") by using our [Tickers v3 endpoint](https://polygon.io/docs/forex/get_v3_reference_tickers "Tickers v3 endpoint").
 
 
We source our crypto data from 4 of the highest volume exchanges on the market. Coinbase, Kraken, BitStamp, and Bitfinex. You can see a full list of [supported crypto pairings](https://docs.google.com/spreadsheets/d/1uKsrUoGXEBVp9Jk53MhHZTxBzJlpv2T07kGRiDjLR1c/edit#gid=0 "supported crypto pairings") by using our [Tickers v3 endpoint](https://polygon.io/docs/crypto/get_v3_reference_tickers "Tickers v3 endpoint").

What symbols/exchanges are included in Polygon’s data?

We stream our market data exactly as we receive it. Every single trade and NBBO quote is sent in real-time through the WebSockets. As long as you can consume the data fast enough, you can consume the entire US equities universe of trades, NBBO quotes and aggregates in one WebSocket connection.
 
 
US Stocks 
Trades: Average ~2000 messages per second 
Quotes: Average ~8000 messages per second 
 
Currencies 
Quotes: Average of ~400 messages per second 
 
Crypto 
Trades: Average ~45 messages per second 
L2 Quotes: Average ~600 messages per second 
L1 Quotes: Average ~200 messages per second 
 
Options 
Trades: Average ~ 300 messages per second 
Quotes: Average ~ 300,000 messages per second 
 
It is important to keep in mind that each message can contain multiple events.

How much data is streamed through Polygon’s WebSockets?  

We pride ourselves on having some of the lowest latency in the industry. Our servers are connected directly to the US SIPs and OPRA feeds, providing the fastest access to US equities and options data. Our average latency for US stocks and options data is <20ms. For Currencies, our average latency is <200ms. Crypto has an average latency of <40ms. Latencies may vary depending on your geographical location, consumption speeds, and internet.
 
 
US Stocks 
Trades + Quotes: Mean time of <20ms 
 
Currencies 
Quotes: Mean time of <200ms 
 
Crypto 
Trades: Mean time of <40ms 
L2 Quotes: Mean time of <40ms 
L1 Quotes: Mean time of <40ms 
 
US Options 
Trades + Quotes: Mean time of <20ms

Stocks

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